On Henstock method to Stratonovich integral with respect to continuous semimartingale (Q2019189)
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scientific article
| Language | Label | Description | Also known as |
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| English | On Henstock method to Stratonovich integral with respect to continuous semimartingale |
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On Henstock method to Stratonovich integral with respect to continuous semimartingale (English)
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27 March 2015
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Summary: We use the Henstock (or generalized Riemann) approach to define the Stratonovich integral with respect to a continuous semimartingale in the \(L^2\) space. Our definition of Stratonovich integral encompasses the classical definition of Stratonovich integral.
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Stratonovich integral
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Henstock method
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continuous semimartingale
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